+2.4%
HBAN vs TMF
-29.9%
+32.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.4% |
| 7D | +0.8% | -8.2% | +8.9% | +1.9% |
| 30D | +3.2% | +5.3% | -2.1% | +2.5% |
| 3M | -11.1% | -8.5% | -2.6% | -10.2% |
| 6M | +1.2% | -17.2% | +18.4% | +3.2% |
| YTD | -6.7% | -23.4% | +16.7% | -5.4% |
| 1Y | +2.4% | -30.2% | +32.7% | +6.1% |
| All | +2.4% | -29.9% | +32.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling